Plant them now. Lilium bulbs do not want to dry out.
Plant them about 4-5 inches down if they are larger bulbs. If tiny bulbs, plant 3" deep. They require excellent drainage and will rot in a wet area.

Just to be certain of what you are planting, have a look at the link below showing a lily bulb.

Sometimes common names are misleading and people believing they have tiger lilies actually have daylilies.

Here is a link that might be useful: Lilium lancifolium bulbs